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A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps

Volatility ModelingMultivariate Stochastic VolatilityOption PricingAsset PricingEngineeringUncertainty QuantificationStochastic CalculusBusinessLevy ProcessStochastic Volatility ModelsStochastic VolatilityStochastic Differential EquationStatisticsVariance DerivativesGeneral Framework